On next screen out of given options click on Troubleshoot > Advanced options > UEFI Firmware Settings > Restart, it will take to the BIOS

Make sure BIOS configuration are as following

Secure Boot: Disabled

Boot from USB: Enabled

SATA Controller Mode: AHCINote: This will only help to install Ubuntu and list the available hard disks.
Windows will not run with AHCI Mode and neither will Ubuntu with Intel RST Premium.
Therefore only solution I got so far is to switch SATA Controller Mode to Intel RST Premium for Windows and AHCI for Ubuntu.

If any one find better solution for this problem, I will be thank full, write me at mig@danyal.dk.